CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6353 |
1.6299 |
-0.0054 |
-0.3% |
1.6462 |
| High |
1.6374 |
1.6341 |
-0.0033 |
-0.2% |
1.6550 |
| Low |
1.6244 |
1.6190 |
-0.0054 |
-0.3% |
1.6190 |
| Close |
1.6265 |
1.6316 |
0.0051 |
0.3% |
1.6316 |
| Range |
0.0130 |
0.0151 |
0.0021 |
16.2% |
0.0360 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.9% |
0.0000 |
| Volume |
81 |
266 |
185 |
228.4% |
575 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6735 |
1.6677 |
1.6399 |
|
| R3 |
1.6584 |
1.6526 |
1.6358 |
|
| R2 |
1.6433 |
1.6433 |
1.6344 |
|
| R1 |
1.6375 |
1.6375 |
1.6330 |
1.6404 |
| PP |
1.6282 |
1.6282 |
1.6282 |
1.6297 |
| S1 |
1.6224 |
1.6224 |
1.6302 |
1.6253 |
| S2 |
1.6131 |
1.6131 |
1.6288 |
|
| S3 |
1.5980 |
1.6073 |
1.6274 |
|
| S4 |
1.5829 |
1.5922 |
1.6233 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7432 |
1.7234 |
1.6514 |
|
| R3 |
1.7072 |
1.6874 |
1.6415 |
|
| R2 |
1.6712 |
1.6712 |
1.6382 |
|
| R1 |
1.6514 |
1.6514 |
1.6349 |
1.6433 |
| PP |
1.6352 |
1.6352 |
1.6352 |
1.6312 |
| S1 |
1.6154 |
1.6154 |
1.6283 |
1.6073 |
| S2 |
1.5992 |
1.5992 |
1.6250 |
|
| S3 |
1.5632 |
1.5794 |
1.6217 |
|
| S4 |
1.5272 |
1.5434 |
1.6118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6550 |
1.6190 |
0.0360 |
2.2% |
0.0108 |
0.7% |
35% |
False |
True |
115 |
| 10 |
1.6586 |
1.6190 |
0.0396 |
2.4% |
0.0129 |
0.8% |
32% |
False |
True |
129 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0131 |
0.8% |
45% |
False |
False |
101 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0103 |
0.6% |
66% |
False |
False |
66 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0084 |
0.5% |
66% |
False |
False |
50 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0064 |
0.4% |
66% |
False |
False |
38 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0053 |
0.3% |
57% |
False |
False |
31 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0044 |
0.3% |
57% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6983 |
|
2.618 |
1.6736 |
|
1.618 |
1.6585 |
|
1.000 |
1.6492 |
|
0.618 |
1.6434 |
|
HIGH |
1.6341 |
|
0.618 |
1.6283 |
|
0.500 |
1.6266 |
|
0.382 |
1.6248 |
|
LOW |
1.6190 |
|
0.618 |
1.6097 |
|
1.000 |
1.6039 |
|
1.618 |
1.5946 |
|
2.618 |
1.5795 |
|
4.250 |
1.5548 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6299 |
1.6333 |
| PP |
1.6282 |
1.6327 |
| S1 |
1.6266 |
1.6322 |
|